I'm going to make a contrarian recommendation here - based on what you said you wanted to shoot and your budget limitations.
Why not a "Super Point & Shoot"? My recommendation would be either the Canon S5is (less than $400) or -if you can find one- an S3is probably around $225).
Here's my thinking:
--They have all the manual features, so you can learn the basics of shutter speed, aperture and exposure.
--The construction of these cameras (I'm speaking only of these two Canons because I have no knowledge of other brands in this category) is far superior to the body and lens construction in any consumer level DSLR. (Magnesium frame, highest quality Canon glass, very sturdy construction, etc.)
--With a built-in zoom range of 12X you're getting a lot of performance in a small, compact and relatively inexpensive package.
--You mentioned Ultra Zoom and Macro as two features you want. Well, most Super P&Ss are great in both categories.
Image quality is outstanding! OK, OK ... it's a small sensor and all that. But you're talking about a beginner's camera ... and one that's going to be used for a variety of situations as you learn.
I'm really over the idea that one needs to start out shooting film because that process is somehow inherently superior.
That's especially true when you compare the relative costs of shooting film vs. digital.
Like briley above (for whom I have great respect) I'll admit this is just my opinion. I shot film for more than 30 years before I ever picked up my first digital camera and I loved it - and learned on it.
But that doesn't mean it's the only way ... just that it's the traditional way.
In any case, do some homework, join a local club, read some reviews ... and jump in with both feet! And have fun with it!
It's a great hobby ... and (for some) a great profession ... and for others (like me!) a lifelong learning experience and adventure.